Stochastic differential equations have been shown useful in describing random continuous time processes. Biomedical experiments often imply repeated measurements on a series of experimental units and ...

We consider model selection and estimation in a context where there are competing ordinary differential equation (ODE) models, and all the models are special cases of a "full" model. We propose a ...

In this paper we examine the capacity of arbitrage-free neural stochastic differential equation market models to produce realistic scenarios for the joint dynamics of multiple European options on a ...

FlexPDE 5 is a script-driven program for solving partial differential equations involving heat flow, electric and magnetic fields, and stress analysis. Users enter equations, boundary conditions, ...

HUNTINGTON -- It is not a computer or a calculator in the modern sense, but a mathematical machine known as the differential analyzer (DA) does help students understand and solve certain types of ...

Model natural and engineered hydraulic and hydrologic systems. Manage large datasets and develop models for hydrodynamics. Gain in-depth modeling experience using real-world case studies in a ...